نتایج جستجو برای: credit risk

تعداد نتایج: 967191  

Credit risk is due to that recipients of the facility, deliberately or involuntarily, don’t have ability to repay their debts to the banking system that this risk is critical in Iran compared to the global. Therefore, the purpose of this study was to investigate the effect of macroeconomic variables on credit risk of Iranian banking industry during the 2006-2016 years and also simulation and pr...

Journal: :JORS 2010
Desheng Dash Wu David L. Olson

Enterprise risk management (ERM) has become an important topic in today’s more complex, interrelated global business environment, replete with threats from natural, political, economic, and technical sources. Banks especially face financial risks, as the news makes ever more apparent in 2008. This paper demonstrates support to risk management through validation of predictive scorecards for a la...

Journal: :تحقیقات مالی 0
سعید شوال پور استادیار، دانشگاه علم و صنعت ایران، تهران، ایران الهام اشعری کارشناس ارشد مدیریت مالی، دانشکدۀ حسابداری و مدیریت، دانشگاه شهید بهشتی، تهران، ایران

in this paper we analyze the relationship between creditrisk & profitability in iranian banks. the credit risk is measured bynon-performing loans ratio &loan; loss provision ratio. also, theprofitability has been measured by return on assets &return; on equity.the survey data are from fifteen iranian banks& credit institutesduring the time period of 2003 to 2009.results show that there is asign...

Credit risk assessment has always been one of the most important concerns of banks. Widely used models such as financial models have been used to assess credit risk so far. But increasing non-performing loans indicates that today these models cannot assess the credit risk of customers. Inconstant and uncertain environmental, social and political factors affect customer behavior and change custo...

Journal: :international journal of finance and managerial accounting 0
ammar feyzi young researchers and elites club ,saveh branch ,islamic azad university ,saveh ,iran. mohammadreza ghorbanian faculty member, department of accounting, university of shahre-ghods, tehran, iran. valalioalah berangi ph.d business administration international tendencies, islamic azad university science and research branch of tehran, instructor at islamic azad university, central tehran branch, iran

the present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using decision making trial and evaluation laboratory (dematel) technique as well as using logit regression in order to predict the credit risk of listed banks. the population of the study consists of the legal clients of the bank (ansar bank, bank saderat iran, bank m...

fattahi, Yasin , Kordestani, Gholamreza , Rastguian, Hosein ,

The credit risk in banks is a function of the profitability and quality of bank assets. Moreover, cost stickiness also affects the quality of assets and profitability of banks. To achieve the research aims, is to explore relationship between cost stickiness and banks credit risk were tested and analyzed is based on pooling data from 21 banks in duration 2012-2019. The findings show that there i...

Banks play an important role in the country's economy, so increasing bank’s financial stability through the management of financial risks, including credit risk, is one of the most important factors in maintaining the stability of the economy. The mutual effect of credit risk and banking stability in 14 Iranian and 13 West Asian banks in period of 2012-2018 has been studied in this research usi...

Delavari, Vahid , Ghodsypour, Seyed Hassan , Salari, Meysam ,

  Banks as financial institutions must estimate the credit risk of their debtors. This is the basis of pricing a loan, determining appropriate interest rates and determining the mortgage required to each borrower. Since the continuity of bank activities largely depends on the amount of credit losses in a particular period, banks should consider the credit quality of their loan portfolio as a co...

Journal: :European Journal of Operational Research 2007
Fabio Wendling Muniz de Andrade Lyn C. Thomas

We propose a structural credit risk model for consumer lending using option theory and the concept of the value of the consumer’s reputation. Using Brazilian empirical data and a credit bureau score as proxy for creditworthiness we compare a number of alternative models before suggesting one that leads to a simple analytical solution for the probability of default. We apply the proposed model t...

  A credit transaction as a way of buying and selling goods and services, in which the price is not paid in cash; contains several risks for the seller. The risks of non-payment and bankruptcy of the buyer are the most important ones that could endanger the liquidity cycle and even life of the seller. The weight of the risk depends on the amount of capital and deals of companies. So, SMEs may ...

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